Python时间序列分析
Python时间序列分析
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TSAP(1) : Date&Times
TSAP : TimeSeries Analysis with Python import pandas as pd import numpy as np DatatimeIndex # DatetimeIndex date_index = pd.date_range('2016 Jul 1', periods = 5, freq = 'D') date_index DatetimeInde...原创 2018-10-19 19:21:48 · 471 阅读 · 0 评论 -
TSAP(2) : 时区切换
TSAP : TimeSeries Analysis with Python import numpy as np import pandas as pd pd.date_range('3/6/2012 00:00', periods = 15, freq = 'D') DatetimeIndex(['2012-03-06', '2012-03-07', '2012-03-08', '2012...原创 2018-10-19 21:19:30 · 512 阅读 · 0 评论 -
TSAP(3) : Load Data and
TSAP : TimeSeries Analysis with Python import pandas as pd import numpy as np import matplotlib.pyplot as plt %matplotlib inline data = pd.read_csv('data/AirPassengers.csv') data.head(3) ...原创 2018-10-19 22:36:19 · 308 阅读 · 0 评论 -
TSAP(4) : 时间序列采样[asfreq( ) VS resample( )]
TSAP : TimeSeries Analysis with Python import pandas as pd import numpy as np rng = pd.date_range('1/1/2011', periods=10, freq='H') ts = pd.Series(np.random.randn(len(rng)), index=rng) # 时间跨度为小时 ts ...原创 2018-10-20 09:59:06 · 1422 阅读 · 0 评论 -
TSAP(5) : rolling & expanding
TSAP : TimeSeries Analysis with Python %matplotlib inline import matplotlib.pylab import numpy as np import pandas as pd Window functions are like aggregation functions df = pd.DataFrame(np.random.r...原创 2018-10-20 14:17:48 · 2713 阅读 · 0 评论 -
TSAP(6) : Trended & Seasonality
TSAP : TimeSeries Analysis with Python ( 4 ) Trended & Seasonality import numpy as np # version : 1.14.0 import pandas as pd # version : 0.22.0 import statsmodels # version ...原创 2018-10-21 08:32:25 · 926 阅读 · 0 评论 -
TSAP(7) : ARIMA模型
TSAP : TimeSeries Analysis with Python (7) : ARIMA模型 import pandas as pd import numpy as np import matplotlib.pylab as plt %matplotlib inline from matplotlib.pylab import rcParams import warnings warn...原创 2018-10-21 19:40:14 · 1864 阅读 · 0 评论